Related papers: Weak type estimates associated to Burkholder's mar…

In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$…

We show that bilinear variational estimates of Do, Muscalu, and Thiele (arXiv:1009.5187) remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of…

For a smooth bounded domain $\Omega$ and $p \geq q \geq 2$, we establish quantified versions of the classical Friedrichs inequality $\|\nabla u\|_p^p - \lambda_1 \|u\|_q^p \geq 0$, $u \in W_0^{1,p}(\Omega)$, where $\lambda_1$ is a…

Given a matrix-weight $W$ in the Muckenhoupt class $\mathbf{A}_p(\mathbb{R}^n)$, $1\leq p<\infty$, we introduce corresponding vector-valued continuous and discrete $\alpha$-modulation spaces $M^{s,\alpha}_{p,q}(W)$ and…

For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of…

Let $\omega$ and $\nu$ be radial weights on the unit disc of the complex plane such that $\omega$ admits the doubling property $\sup_{0\le r<1}\frac{\int_r^1 \omega(s)\,ds}{\int_{\frac{1+r}{2}}^1 \omega(s)\,ds}<\infty$. Consider the one…

Let $\{\mathsf{T}_t\}_{t>0}$ be a symmetric diffusion semigroup on a $\sigma$-finite measure space $(\Omega, \mathscr{A}, \mu)$ and $G^{\mathsf{T}}$ the associated Littlewood-Paley $g$-function operator:…

Given a bounded open subset $\Omega$ of $\mathbb R^n$, we establish the weak closure of the affine ball $B^{\mathcal A}_p(\Omega) = \{f \in W^{1,p}_0(\Omega):\ \mathcal E_p f \leq 1\}$ with respect to the affine functional $\mathcal E_pf$…

We present several applications of the pathwise Burkholder-Davis-Gundy (BDG) inequalities. Most importantly we prove them for cadlag semimartingales and a general function $\Phi$, and use this to derive BDG inequalities (non-pathwise ones)…

We consider the weak-type inequality for Littlewood-Paley square functions on A_p weighted Lebesgue spaces. Of interest is the sharp in the A_p characteristic estimate. The case of 1<p<2 is subcritical, and the sharp power of 1/p is…

We prove a weighted version of a classical inequality of Johnson and Schechtman from which we derive a decomposition theorem for $p$-th moments ($0<p\leq 1$) of nonnegative generalized $U$-statistics with constant not dependent on $p$. In…

We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…

We consider weak solutions to $$-\Delta_pu+a(x,u)|\nabla u|^q=f(x,u),$$ with $p>1$, $q\geq\max\,\{p-1,1\}$. We exploit the Moser iteration technique to prove a Harnack comparison inequality for $C^1$ weak solutions. As a consequence we…

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq…

We introduce a variant of the $C_p$ condition (denoted by $SC_p$), and show that it characterizes weighted weak type versions of the classical Coifman-Fefferman and Fefferman-Stein inequalities.